Hi John - this could be tricky as the audio player on the Kindle is quite basic so it won't recognise which part to play first or next even. There are a couple of things you could do 1) get some software which will join all the mp3 files together in the right order so you can play it easily on the Kindle OR rename all the files so you can visibly see which one to select next and play on the Kindle.
I assume these are unprotected mp3 files as well.
Hopefully you'll get some other suggestions.
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